I just pierce them with a knife (so they don't explode in the oven) and put them on a pan, and bake them whole. Then when they are baked I cut them in half and take out the seeds. They cut easily then, bake up nice and moist. Then if you want to add a slab of butter and some brown sugar in them and put them back in the oven until that's caramelized, OMG Now I have to go out and pick one from the garden and make one.
Last year I raised Sweet Meat squash. They were very good, but huge, way to big for one, so I crossed one of them with a golden acorn squash and planted them this year, hoping for a smaller squash. The results were very much like the sweet meat, not quite as large, but very few of the characteristics of the acorn were exhibited. I haven't eaten one yet, so I'll have to try one soon.